Rate of convergence to the semi-circular law for the Gaussian unitary ensemble
نویسندگان
چکیده
منابع مشابه
On the rate of convergence to the semi-circular law
Let X = (Xjk) denote a Hermitian random matrix with entries Xjk, which are independent for 1 ≤ j ≤ k. We consider the rate of convergence of the empirical spectral distribution function of the matrix X to the semi-circular law assuming that EXjk = 0, EX 2 jk = 1 and that the distributions of the matrix elements Xjk have a uniform sub exponential decay in the sense that there exists a constant κ...
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ژورنال
عنوان ژورنال: Теория вероятностей и ее применения
سال: 2002
ISSN: 0040-361X
DOI: 10.4213/tvp3670